Damped Newton's method that measures the Newton contraction via a simplified Newton step. More...

#include <newton_damped.hh>

Detailed Description

Damped Newton's method that measures the Newton contraction via a simplified Newton step.

Affine covariant damping strategy after Deuflhard '04

Definition at line 108 of file newton_damped.hh.

Inheritance diagram for Kaskade::DampedCovariantNewtonMethod:

Public Types
typedef DampedCovariantNewtonParameters	Parameters

Public Member Functions
	DampedCovariantNewtonMethod (AbstractNewtonDirection &l, AbstractChart &chart_, AbstractNorm &n, DampedCovariantNewtonParameters &p_)

virtual DampedCovariantNewtonParameters &	getParameters ()

void	setDampingFactorStart (double df)

void	solve (AbstractFunctional *f, AbstractFunctionSpaceElement &x)
	Solve the system f=0 with starting value x. On (successful) exit, the solution is x, otherwise it is left unmodified. More...

void	oneStep (AbstractFunctional f, AbstractLinearization l, AbstractFunctionSpaceElement &x)
	Perform one Newton step (which may be several trial steps, if damping is applied) More...

void	resolve (AbstractFunctionSpaceElement &x, AbstractLinearization const &l)

void	setDesiredAccuracy (double da)
	set the desired accuracy More...

void	resetParameters ()
	Reset all algorithmic parameters to their default values. More...

int	stepsPerformed ()

bool	changedGrid ()

virtual void	getSearchDirection (AbstractFunctionSpaceElement &direction)

AbstractLinearization const &	getLastLinearization ()

AbstractLinearization const &	getLastSimplifiedLinearization ()

void	performTiming (bool doit)

void	reportOnIteration (int level)

Protected Member Functions
virtual RegularityTest	regularityTest (double scalingFactor)

virtual void	computeTrialIterate (AbstractFunctionSpaceElement &trialIterate, AbstractFunctionSpaceElement const &direction, AbstractLinearization const &lin)

virtual void	initialize ()
	Called before Iteration. More...

virtual void	initNewtonStep ()

virtual double &	dampingFactor ()
	Return a damping factor. More...

virtual void	predictNextDampingFactor (AbstractFunctionSpaceElement &correction)
	Should compute a damping factor. More...

void	setDesiredRelativeAccuracy (double ra)
	set the desired accuracy More...

virtual AcceptanceTest	evaluateTrialIterate (AbstractFunctionSpaceElement const &trialIterate, AbstractFunctionSpaceElement const &correction, AbstractLinearization const &lin)

virtual void	updateIterate (AbstractFunctionSpaceElement &iterate, AbstractFunctionSpaceElement &trialIterate, AbstractLinearization const &lin)
	update an accepted iterate, default: iterate=trialIterate More...

virtual Convergence	convergenceTest (AbstractFunctionSpaceElement const &correction, AbstractFunctionSpaceElement const &iterate)
	Return true, if convergence is detected, false otherwise. More...

virtual void	finalize (int)
	Called after Iteration. More...

virtual void	logQuantities ()
	Performs logging of quantities. More...

virtual double	maxSteps ()
	return the maximal number of steps More...

virtual void	terminationMessage (int flag)

int	algorithmWrapper ()
	Run algorithm, completely with initialization and finalization. More...

int	oneStepWrapper ()
	Run one step of algorithm. More...

Protected Attributes
DampedCovariantNewtonParameters &	p

std::unique_ptr< AbstractFunctionSpaceElement >	scorrection

std::unique_ptr< AbstractFunctionSpaceElement >	startIterate

std::unique_ptr< AbstractFunctionSpaceElement >	auxvector

AbstractFunctional *	functional

AbstractNewtonDirection &	linearSolver

AbstractChart &	chart

AbstractNorm &	norm

std::unique_ptr< AbstractFunctionSpaceElement >	iterate

std::unique_ptr< AbstractFunctionSpaceElement >	trialIterate

std::unique_ptr< AbstractFunctionSpaceElement >	correction

std::unique_ptr< AbstractLinearization >	newtonLinearization

std::unique_ptr< AbstractLinearization >	simplifiedLinearization

AbstractLinearization *	newtonPtr

int	step

int	report

Member Typedef Documentation

◆ Parameters

typedef DampedCovariantNewtonParameters Kaskade::DampedCovariantNewtonMethod::Parameters

Definition at line 111 of file newton_damped.hh.

Constructor & Destructor Documentation

◆ DampedCovariantNewtonMethod()

Kaskade::DampedCovariantNewtonMethod::DampedCovariantNewtonMethod	(	AbstractNewtonDirection &	l,
		AbstractChart &	chart_,
		AbstractNorm &	n,
		DampedCovariantNewtonParameters &	p_
	)

inline

Definition at line 113 of file newton_damped.hh.

Member Function Documentation

◆ algorithmWrapper()

int Kaskade::Algorithm::algorithmWrapper ( )

protectedinherited

Run algorithm, completely with initialization and finalization.

◆ changedGrid()

bool Kaskade::NewtonsMethod::changedGrid ( )

inlineinherited

Definition at line 125 of file newton_base.hh.

◆ computeTrialIterate()

virtual void Kaskade::DampedCovariantNewtonMethod::computeTrialIterate	(	AbstractFunctionSpaceElement &	trialIterate,
		AbstractFunctionSpaceElement const &	direction,
		AbstractLinearization const &	lin
	)

protectedvirtual

Reimplemented from Kaskade::NewtonsMethod.

◆ convergenceTest()

virtual Convergence Kaskade::DampedCovariantNewtonMethod::convergenceTest	(	AbstractFunctionSpaceElement const &	correction,
		AbstractFunctionSpaceElement const &	iterate
	)

protectedvirtual

Return true, if convergence is detected, false otherwise.

Implements Kaskade::NewtonsMethod.

◆ dampingFactor()

virtual double & Kaskade::DampedCovariantNewtonMethod::dampingFactor ( )

inlineprotectedvirtual

Return a damping factor.

Reimplemented from Kaskade::NewtonsMethod.

Definition at line 129 of file newton_damped.hh.

◆ evaluateTrialIterate()

virtual AcceptanceTest Kaskade::DampedCovariantNewtonMethod::evaluateTrialIterate	(	AbstractFunctionSpaceElement const &	trialIterate,
		AbstractFunctionSpaceElement const &	correction,
		AbstractLinearization const &	lin
	)

protectedvirtual

function to evaluate the quality of the trial iterate. returns true if trial iterate is acceptable as new iterate i.e. if some damping factor is of appropriate size

Implements Kaskade::NewtonsMethod.

◆ finalize()

virtual void Kaskade::NewtonsMethod::finalize ( int )

protectedvirtualinherited

Called after Iteration.

Reimplemented from Kaskade::Algorithm.

◆ getLastLinearization()

AbstractLinearization const & Kaskade::NewtonsMethod::getLastLinearization ( )

inlineinherited

Definition at line 139 of file newton_base.hh.

◆ getLastSimplifiedLinearization()

AbstractLinearization const & Kaskade::NewtonsMethod::getLastSimplifiedLinearization ( )

inlineinherited

Definition at line 141 of file newton_base.hh.

◆ getParameters()

virtual DampedCovariantNewtonParameters & Kaskade::DampedCovariantNewtonMethod::getParameters ( )

inlinevirtual

Reimplemented from Kaskade::NewtonsMethod.

Definition at line 119 of file newton_damped.hh.

◆ getSearchDirection()

virtual void Kaskade::NewtonsMethod::getSearchDirection ( AbstractFunctionSpaceElement & direction )

inlinevirtualinherited

Definition at line 127 of file newton_base.hh.

◆ initialize()

virtual void Kaskade::DampedCovariantNewtonMethod::initialize ( )

protectedvirtual

Called before Iteration.

Reimplemented from Kaskade::NewtonsMethod.

◆ initNewtonStep()

virtual void Kaskade::DampedCovariantNewtonMethod::initNewtonStep ( )

protectedvirtual

Reimplemented from Kaskade::NewtonsMethod.

◆ logQuantities()

virtual void Kaskade::NewtonsMethod::logQuantities ( )

inlineprotectedvirtualinherited

Performs logging of quantities.

Definition at line 150 of file newton_base.hh.

◆ maxSteps()

virtual double Kaskade::NewtonsMethod::maxSteps ( )

inlineprotectedvirtualinherited

return the maximal number of steps

Definition at line 163 of file newton_base.hh.

◆ oneStep()

void Kaskade::NewtonsMethod::oneStep	(	AbstractFunctional *	f,
		AbstractLinearization *	l,
		AbstractFunctionSpaceElement &	x
	)

inherited

Perform one Newton step (which may be several trial steps, if damping is applied)

◆ oneStepWrapper()

int Kaskade::Algorithm::oneStepWrapper ( )

protectedinherited

Run one step of algorithm.

◆ performTiming()

void Kaskade::Algorithm::performTiming ( bool doit )

inlineinherited

Definition at line 181 of file algorithm_base.hh.

◆ predictNextDampingFactor()

virtual void Kaskade::DampedCovariantNewtonMethod::predictNextDampingFactor ( AbstractFunctionSpaceElement & correction )

protectedvirtual

Should compute a damping factor.

Reimplemented from Kaskade::NewtonsMethod.

◆ regularityTest()

virtual RegularityTest Kaskade::DampedCovariantNewtonMethod::regularityTest ( double scalingFactor )

protectedvirtual

trial iterate = iterate + scalingFactor * correction if this was successful, return RegularityTest::Passed, otherwise (e.g. if scalingFactor is too small) RegularityTest::Failed false will lead to an unsuccessful exit of algorithm

Reimplemented from Kaskade::NewtonsMethod.

◆ reportOnIteration()

void Kaskade::Algorithm::reportOnIteration ( int level )

inlineinherited

Definition at line 182 of file algorithm_base.hh.

◆ resetParameters()

void Kaskade::NewtonsMethod::resetParameters ( )

inlineinherited

Reset all algorithmic parameters to their default values.

Definition at line 121 of file newton_base.hh.

◆ resolve()

void Kaskade::NewtonsMethod::resolve	(	AbstractFunctionSpaceElement &	x,
		AbstractLinearization const &	l
	)

inlineinherited

Definition at line 105 of file newton_base.hh.

◆ setDampingFactorStart()

void Kaskade::DampedCovariantNewtonMethod::setDampingFactorStart ( double df )

inline

Definition at line 121 of file newton_damped.hh.

◆ setDesiredAccuracy()

void Kaskade::NewtonsMethod::setDesiredAccuracy ( double da )

inlineinherited

set the desired accuracy

Definition at line 117 of file newton_base.hh.

◆ setDesiredRelativeAccuracy()

void Kaskade::DampedCovariantNewtonMethod::setDesiredRelativeAccuracy ( double ra )

inlineprotectedvirtual

set the desired accuracy

Reimplemented from Kaskade::NewtonsMethod.

Definition at line 134 of file newton_damped.hh.

◆ solve()

void Kaskade::NewtonsMethod::solve	(	AbstractFunctional *	f,
		AbstractFunctionSpaceElement &	x
	)

inherited

Solve the system f=0 with starting value x. On (successful) exit, the solution is x, otherwise it is left unmodified.

◆ stepsPerformed()

int Kaskade::NewtonsMethod::stepsPerformed ( )

inlineinherited

Definition at line 123 of file newton_base.hh.

Referenced by Kaskade::InteriorPointSqrtModel::finalizeCorrector(), and Kaskade::InteriorPointSlopeEstimate::finalizeCorrector().

◆ terminationMessage()

virtual void Kaskade::NewtonsMethod::terminationMessage ( int flag )

protectedvirtualinherited

Reimplemented from Kaskade::Algorithm.

◆ updateIterate()

virtual void Kaskade::DampedCovariantNewtonMethod::updateIterate	(	AbstractFunctionSpaceElement &	iterate,
		AbstractFunctionSpaceElement &	trialIterate,
		AbstractLinearization const &	lin
	)

protectedvirtual

update an accepted iterate, default: iterate=trialIterate

Reimplemented from Kaskade::NewtonsMethod.

Member Data Documentation

◆ auxvector

std::unique_ptr<AbstractFunctionSpaceElement> Kaskade::DampedCovariantNewtonMethod::auxvector

protected

Definition at line 148 of file newton_damped.hh.

◆ chart

AbstractChart& Kaskade::NewtonsMethod::chart

protectedinherited

Definition at line 232 of file newton_base.hh.

Referenced by Kaskade::NewtonsMethod::computeTrialIterate().

◆ correction

std::unique_ptr<AbstractFunctionSpaceElement> Kaskade::NewtonsMethod::correction

protectedinherited

Definition at line 236 of file newton_base.hh.

Referenced by Kaskade::StateConstraintsNewtonMethod::predictNextDampingFactor().

◆ functional

AbstractFunctional* Kaskade::NewtonsMethod::functional

protectedinherited

Definition at line 230 of file newton_base.hh.

◆ iterate

std::unique_ptr<AbstractFunctionSpaceElement> Kaskade::NewtonsMethod::iterate

protectedinherited

Definition at line 236 of file newton_base.hh.

◆ linearSolver

AbstractNewtonDirection& Kaskade::NewtonsMethod::linearSolver

protectedinherited

Definition at line 231 of file newton_base.hh.

Referenced by Kaskade::NewtonsMethod::getSearchDirection(), and Kaskade::NewtonsMethod::resolve().

◆ newtonLinearization

std::unique_ptr<AbstractLinearization> Kaskade::NewtonsMethod::newtonLinearization

protectedinherited

Definition at line 238 of file newton_base.hh.

Referenced by Kaskade::NewtonsMethod::getLastLinearization(), and Kaskade::NewtonsMethod::getSearchDirection().

◆ newtonPtr

AbstractLinearization* Kaskade::NewtonsMethod::newtonPtr

protectedinherited

Definition at line 240 of file newton_base.hh.

◆ norm

AbstractNorm& Kaskade::NewtonsMethod::norm

protectedinherited

Definition at line 233 of file newton_base.hh.

Referenced by Kaskade::StateConstraintsNewtonMethod::predictNextDampingFactor().

◆ p

DampedCovariantNewtonParameters& Kaskade::DampedCovariantNewtonMethod::p

protected

Definition at line 146 of file newton_damped.hh.

Referenced by dampingFactor(), getParameters(), setDampingFactorStart(), and setDesiredRelativeAccuracy().

◆ report

int Kaskade::Algorithm::report

protectedinherited

Definition at line 193 of file algorithm_base.hh.

Referenced by Kaskade::Algorithm::reportOnIteration().

◆ scorrection

std::unique_ptr<AbstractFunctionSpaceElement> Kaskade::DampedCovariantNewtonMethod::scorrection

protected

Definition at line 147 of file newton_damped.hh.

◆ simplifiedLinearization

std::unique_ptr<AbstractLinearization> Kaskade::NewtonsMethod::simplifiedLinearization

protectedinherited

Definition at line 239 of file newton_base.hh.

Referenced by Kaskade::NewtonsMethod::getLastSimplifiedLinearization().

◆ startIterate

std::unique_ptr<AbstractFunctionSpaceElement> Kaskade::DampedCovariantNewtonMethod::startIterate

protected

Definition at line 147 of file newton_damped.hh.

◆ step

int Kaskade::NewtonsMethod::step

protectedinherited

Definition at line 242 of file newton_base.hh.

Referenced by Kaskade::NewtonsMethod::stepsPerformed().

◆ trialIterate

std::unique_ptr<AbstractFunctionSpaceElement> Kaskade::NewtonsMethod::trialIterate

protectedinherited

Definition at line 236 of file newton_base.hh.

Referenced by Kaskade::NewtonsMethod::computeTrialIterate().

The documentation for this class was generated from the following file:

newton_damped.hh

Detailed Description

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Member Typedef Documentation

◆ Parameters

Constructor & Destructor Documentation

◆ DampedCovariantNewtonMethod()

Member Function Documentation

◆ algorithmWrapper()

◆ changedGrid()

◆ computeTrialIterate()

◆ convergenceTest()

◆ dampingFactor()

◆ evaluateTrialIterate()

◆ finalize()

◆ getLastLinearization()

◆ getLastSimplifiedLinearization()

◆ getParameters()

◆ getSearchDirection()

◆ initialize()

◆ initNewtonStep()

◆ logQuantities()

◆ maxSteps()

◆ oneStep()

◆ oneStepWrapper()

◆ performTiming()

◆ predictNextDampingFactor()

◆ regularityTest()

◆ reportOnIteration()

◆ resetParameters()

◆ resolve()

◆ setDampingFactorStart()

◆ setDesiredAccuracy()

◆ setDesiredRelativeAccuracy()

◆ solve()

◆ stepsPerformed()

◆ terminationMessage()

◆ updateIterate()

Member Data Documentation

◆ auxvector

◆ chart

◆ correction

◆ functional

◆ iterate

◆ linearSolver

◆ newtonLinearization

◆ newtonPtr

◆ norm

◆ p

◆ report

◆ scorrection

◆ simplifiedLinearization

◆ startIterate

◆ step

◆ trialIterate